+906.2%
FN vs EXEL
+400.1%
+506.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +8.4% | -10.1% | -3.2% |
| 30D | -22.0% | +4.1% | -26.1% | -22.8% |
| 3M | -43.0% | +12.4% | -55.4% | -44.5% |
| 6M | -27.7% | +41.5% | -69.3% | -32.8% |
| YTD | -10.5% | +34.6% | -45.2% | -16.0% |
| 1Y | +12.5% | +57.9% | -45.4% | +2.2% |
| 3Y | +153.8% | +159.5% | -5.7% | +103.4% |
| 5Y | +288.0% | +198.5% | +89.5% | +196.9% |
| All | +906.2% | +400.1% | +506.1% | +625.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling